Well, gee. It depends. How much complication and how much of a difference in expenses? No, I'm not an absolutist. And I do put a fairly heavy weight on simplicity.
When I had an account at Fidelity and needed a TIPS fund, even though I dislike what I perceive as the complications of ETFs, I was willing to invest in the iShares TIP ETF instead of FIdelity's FINPX, because of the difference in expense ratio (and the $75 transaction fee to purchase Vanguard mutual funds in a Fidelity account).
I think I got a sort of lesson in perspective. Back when the minimum for Admiral shares was $100,000, I realized that I had over $40,000 in VBMFX and over $60,000 in VTSMX, and that the Vanguard Balanced Index Fund is just 40% Total Bond and 60% Total Stock. So, I exchanged them for Admiral shares of Balanced Index (VBIAX), complicating things slightly. I was congratulating myself on saving over $100 a year in expenses, and mentally deciding what to spend it on, when 2008-2009 hit and the fund lost about $30,000. Now, sure, the savings were still there, and some would say "the extra complication was totally worth it in order to lose $30,000 instead of $30,100." I am not one of those people.
Complexity is not cost-free. The chances of "losing the picture," overlooking things, and generally getting confused and making mistakes increases with complexity. And anyone who's had to take on the sad task of locating the assets of a deceased person knows that there is, absolutely, a real danger of the heir not finding everything.
Annual income twenty pounds, annual expenditure nineteen nineteen and six, result happiness; Annual income twenty pounds, annual expenditure twenty pounds ought and six, result misery.